A Low Complexity Algorithm with $O(\sqrt{T})$ Regret and Finite Constraint Violations for Online Convex Optimization with Long Term Constraints.
Hao YuMichael J. NeelyPublished in: CoRR (2016)
Keyphrases
- constraint violations
- online convex optimization
- online learning
- regret bounds
- long run
- hard constraints
- convex optimization
- lower bound
- multiple criteria
- soft constraints
- cost function
- temporal constraints
- newton method
- worst case
- constraint satisfaction
- multi criteria
- upper bound
- efficient algorithms for solving
- decision problems
- linear programming
- np hard
- search space